+51.2%
XLE vs EME
+19.6%
+31.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +0.8% |
| 7D | +0.3% | +2.7% | -2.4% | +0.4% |
| 30D | +8.5% | -6.8% | +15.3% | +8.3% |
| 3M | +14.6% | -8.8% | +23.5% | +14.3% |
| 6M | +17.6% | +5.0% | +12.6% | +17.1% |
| YTD | +48.1% | +23.5% | +24.6% | +47.0% |
| All | +51.2% | +19.6% | +31.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling